SAS Analyst

Our client, a leading financial services organisation is looking for an experienced SAS Analysts for a 6 month contract in London.

In this role you will provide data analysis and support to the analytics team, specifically in respect of the running of queries and analytics developed to replace the Group's current VaR methodology with Earnings at Risk.

RESPONSIBILITIES

- Construct historical time series used for model development.
- Produce all management information related to models.
- Support operational batch processing and exception reporting of models. Support model annual reviews and re-development, where required.
- Assimilation of data requirements from a variety of stakeholders, eg data attribute definitions, source system feeds and interface design, frequency of uploads, use of mapping tables, business rules to ensure quality control, interpolation, exception reporting, etc.
- Analyse and design SAS solutions to meet the requirements for complex data processing as part of a quantitative model.
- Supporting the database/calculation/reporting SAS applications during testing and rollout.
- Ensuring that all model data related work meets regulatory requirements and internal policy standards.
- Submitting and presenting model management information and data preparation documents for re-developed models to divisional and group wholesale credit model committees for approval.

EXPERIENCE

- Knowledge of risk management and control processes appropriate to a financial services environment.
- Broad understanding of infrastructure supporting risk management processes and reporting.
- Strong SAS enterprise guide skills
- Understanding and experience of credit risk model design, including input parameter tables, model operational design and development in SAS
- Knowledge of wholesale investment and commercial banking and associated products and credit processes.

Alexander Mann Solutions, a Recruitment Process Outsourcing Company, may in the delivery of some of its services be deemed to operate as an Employment Agency or an Employment Business.